simplicio comments on Book Recommendations - Less Wrong
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Wow, can't wait for the unknown gems this discussion will bring up!
Anyway, some of my own; these are all non-fiction.
I heard an interview with Ariely that was quite good. It appears that he agrees with the LW consensus on heuristics & biases, only he has a severely annoying habit of defining "rationality" too narrowly, as naive self-centred cost-benefit analysis. It really irks me when people conflate the two.
I would recommend listening to the TED talks linked over "Predictably Irrational". I feel like the books don't really go into much more detail if you grok the talks -- a couple new experiment anecdotes is about it.